I use Entourage with my school's exchange server. You will have to set it up as an IMAP account. Pop should work also. If you prefer to have the actual Outlook program that connects to the exchange server as intended then you can download a recent version of Outlook for mac from microsoft.com/mac. However, it is not OSX native, so you will have to run it in classic (which a friend of mine does while I use Entourage X).
Goodluck,
Dixon